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~person:"Bauwens, Luc"
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Bayesian inference
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Bauwens, Luc
Koop, Gary
153
Güth, Werner
143
Bergemann, Dirk
137
Ravazzolo, Francesco
129
Dijk, Herman K. van
128
Sela, Aner
122
Schorfheide, Frank
114
Wolfstetter, Elmar
111
Casarin, Roberto
107
Eichberger, Jürgen
104
Tsionas, Efthymios G.
91
Kelsey, David
83
Karni, Edi
82
Manski, Charles F.
78
Marcellino, Massimiliano
77
Marinacci, Massimo
77
Klemperer, Paul
76
Grant, Simon
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Riedel, Frank
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Korobilis, Dimitris
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Hoogerheide, Lennart
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Onderstal, Sander
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Goeree, Jacob K.
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Carriero, Andrea
66
Moldovanu, Benny
66
Jehiel, Philippe
65
Strachan, Rodney W.
65
Kovenock, Daniel J.
63
Villani, Mattias
62
Hey, John Denis
59
Morris, Stephen
59
Che, Yeon-Koo
57
Ivanova-Stenzel, Radosveta
57
Janssen, Maarten C. W.
57
Weber, Martin
56
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55
Gilboa, Itzhak
55
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54
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1
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1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
45
RePEc
15
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1
Estimating end-use demand : a Bayesian approach
Bauwens, Luc
-
1992
Persistent link: https://www.econbiz.de/10000852951
Saved in:
2
Bayesian inference in dynamic econometric models
Bauwens, Luc
;
Lubrano, Michel
;
Richard, Jean-François
-
1999
-
1st publ
Persistent link: https://www.econbiz.de/10001371716
Saved in:
3
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
Saved in:
4
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
5
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
-
2015
Persistent link: https://www.econbiz.de/10010484019
Saved in:
6
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001910278
Saved in:
7
Bayesian option pricing using asymmetric GARCH models
Bauwens, Luc
;
Lubrano, Michel
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705439
Saved in:
8
Trends and breaking points of the Bayesian econometric literature
Bauwens, Luc
;
Lubrano, Michel
- In:
Economics beyond the millennium
,
(pp. 273-299)
.
1999
Persistent link: https://www.econbiz.de/10001524816
Saved in:
9
[Rezension von: Bauwens, L., ...,:: Bayesian inference in dynamic econometric models]
Kleibergen, Frank
- In:
De economist : Netherlands economic review ; quarterly …
148
(
2000
)
5
,
pp. 701-702
Persistent link: https://www.econbiz.de/10001563784
Saved in:
10
Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc
;
Lubrano, Michel
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
Saved in:
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